04431cam a2200745Ma 4500 ocn708566196 OCoLC 20171119091423.0 m o d cr cn||||||||| 101025s2011 nju ob 001 0 eng d 9781118003824 (electronic bk.) 1118003829 (electronic bk.) 9781118003831 (electronic bk.) 1118003837 (electronic bk.) 9780470879238 (electronic bk.) 0470879238 (electronic bk.) 9781118531839 (electronic bk.) 1118531833 (electronic bk.) 9781576603581 (hbk.) AU@ 000048807431 CHBIS 009914496 CHNEW 000614786 CHVBK 175204578 DEBBG BV041053143 DEBBG BV041167580 DEBSZ 396953204 NZ1 15915683 (OCoLC)708566196 (OCoLC)705263675 (OCoLC)705868760 70D533C5-EF64-4929-B295-D325DA987CBC OverDrive, Inc. http://www.overdrive.com E7B eng pn E7B CDX OCLCQ VT2 OCLCO CUS OCLCQ DG1 OCLCF TEFOD EBLCP YDXCP MHW N$T DEBSZ TEFOD OCLCQ COO S3O OCL OCLCQ DG1 n-us--- MAIN HG6024.U6 B54 2011eb BUS 036000 bisacsh 332.64/57 22 Bielecki, Tomasz R., 1955- Credit risk frontiers : subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity / Tomasz R. Bielecki, Damiano Brigo, and Frédéric Patras. [electronic resource] Hoboken, N.J. : Wiley, 2011. 1 online resource (x, 754 pages). text txt rdacontent computer c rdamedia online resource cr rdacarrier Bloomberg Financial Includes bibliographical references and index. pt. 1. Expert views -- pt. 2. Credit derivatives : methods -- pt. 3. Credit derivatives : products -- pt. 4. Counterparty risk pricing and credit valuation adjustment -- pt. 5. Equity to credit -- pt. 6. Miscellanea : liquidity, ratings, risk contributions, and simulation. "A timely guide to understanding and implementing credit derivatives Credit derivatives are here to stay and will continue to play a role in finance in the future. But what will that role be? What issues and challenges should be addressed? And what lessons can be learned from the credit mess? Credit Risk Frontiers offers answers to these and other questions by presenting the latest research in this field and addressing important issues exposed by the financial crisis. It covers this subject from a real world perspective, tackling issues such as liquidity, poor data, and credit spreads, as well as the latest innovations in portfolio products and hedging and risk management techniques. Provides a coherent presentation of recent advances in the theory and practice of credit derivatives. Takes into account the new products and risk requirements of a post financial crisis world. Contains information regarding various aspects of the credit derivative market as well as cutting edge research regarding those aspects. If you want to gain a better understanding of how credit derivatives can help your trading or investing endeavors, then Credit Risk Frontiers is a book you need to read."-- Provided by publisher. Print version record. Global Financial Crisis (2008-2009) fast (OCoLC)fst01755654 2008-2009 fast Credit derivatives United States. Global Financial Crisis, 2008-2009. Credit derivatives United States. Global Financial Crisis, 2008-2009. BUSINESS & ECONOMICS Investments & Securities General. bisacsh Credit derivatives. fast (OCoLC)fst00882587 United States. fast (OCoLC)fst01204155 Electronic books. Brigo, Damiano, 1966- Patras, Frédéric. Print version: Bielecki, Tomasz R., 1955- Credit risk frontiers. Hoboken, N.J. : Wiley, 2011 (DLC) 2010045236 Bloomberg Financial. http://onlinelibrary.wiley.com/book/10.1002/9781118531839 Wiley Online Library ddc BK 204963 204963